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AMDY vs. NVDY
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between AMDY and NVDY is 0.64, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AMDY vs. NVDY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in YieldMax AMD Option Income Strategy ETF (AMDY) and YieldMax NVDA Option Income Strategy ETF (NVDY). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AMDY:

-0.54

NVDY:

0.35

Sortino Ratio

AMDY:

-0.50

NVDY:

0.92

Omega Ratio

AMDY:

0.94

NVDY:

1.13

Calmar Ratio

AMDY:

-0.41

NVDY:

0.68

Martin Ratio

AMDY:

-0.89

NVDY:

1.71

Ulcer Index

AMDY:

25.07%

NVDY:

13.63%

Daily Std Dev

AMDY:

43.24%

NVDY:

48.40%

Max Drawdown

AMDY:

-53.93%

NVDY:

-34.08%

Current Drawdown

AMDY:

-36.25%

NVDY:

-12.63%

Returns By Period

In the year-to-date period, AMDY achieves a -6.12% return, which is significantly lower than NVDY's -5.72% return.


AMDY

YTD

-6.12%

1M

17.78%

6M

-15.84%

1Y

-23.21%

3Y*

N/A

5Y*

N/A

10Y*

N/A

NVDY

YTD

-5.72%

1M

17.85%

6M

-7.67%

1Y

16.56%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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AMDY vs. NVDY - Expense Ratio Comparison

Both AMDY and NVDY have an expense ratio of 0.99%.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

AMDY vs. NVDY — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AMDY
The Risk-Adjusted Performance Rank of AMDY is 55
Overall Rank
The Sharpe Ratio Rank of AMDY is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of AMDY is 55
Sortino Ratio Rank
The Omega Ratio Rank of AMDY is 55
Omega Ratio Rank
The Calmar Ratio Rank of AMDY is 33
Calmar Ratio Rank
The Martin Ratio Rank of AMDY is 66
Martin Ratio Rank

NVDY
The Risk-Adjusted Performance Rank of NVDY is 5757
Overall Rank
The Sharpe Ratio Rank of NVDY is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDY is 6161
Sortino Ratio Rank
The Omega Ratio Rank of NVDY is 6161
Omega Ratio Rank
The Calmar Ratio Rank of NVDY is 7272
Calmar Ratio Rank
The Martin Ratio Rank of NVDY is 5454
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AMDY vs. NVDY - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for YieldMax AMD Option Income Strategy ETF (AMDY) and YieldMax NVDA Option Income Strategy ETF (NVDY). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The current AMDY Sharpe Ratio is -0.54, which is lower than the NVDY Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of AMDY and NVDY, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

AMDY vs. NVDY - Dividend Comparison

AMDY's dividend yield for the trailing twelve months is around 84.48%, less than NVDY's 113.34% yield.


TTM20242023
AMDY
YieldMax AMD Option Income Strategy ETF
84.48%109.97%6.68%
NVDY
YieldMax NVDA Option Income Strategy ETF
113.34%83.65%22.32%

Drawdowns

AMDY vs. NVDY - Drawdown Comparison

The maximum AMDY drawdown since its inception was -53.93%, which is greater than NVDY's maximum drawdown of -34.08%. Use the drawdown chart below to compare losses from any high point for AMDY and NVDY.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

AMDY vs. NVDY - Volatility Comparison

YieldMax AMD Option Income Strategy ETF (AMDY) has a higher volatility of 7.31% compared to YieldMax NVDA Option Income Strategy ETF (NVDY) at 6.91%. This indicates that AMDY's price experiences larger fluctuations and is considered to be riskier than NVDY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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